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Symphonies
Dippy Qutie V.1 🍒 5/29/22
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily tactical plan: short stocks when volatility spikes, buy leveraged tech on notable weekly dips unless it already bounced big, otherwise rotate between US stocks and commodities using multi‑window momentum, with short‑term bonds as a safety valve.
NutHow it works
Daily steps: 1) If VIXM (a volatility fund) is surging (RSI>68—RSI is a gauge of how fast price has risen), go short stocks via SPXU (−3x S&P 500). 2) Else if QQQ (Nasdaq 100) fell >3% in 5 days, buy TQQQ (+3x QQQ) unless it already jumped >5% yesterday—then use BSV (short-term bonds). 3) Otherwise own the long‑term winner of SPY (stocks) vs DBC (commodities) via 5 momentum lookbacks.
CheckmarkValue prop
Out-of-sample: 18.54% annualized vs SPY 17.16%, driven by regime signals (vol spikes, tech dips, momentum). Higher upside, but larger drawdowns (~39.65% vs 18.76%), with lower risk-adjusted Sharpe (~0.64 vs ~1.00).

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Invest in this strategy
OOS Start Date
May 30, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, volatility regime filter, momentum, dip-buying, leveraged etfs, commodities, bonds, daily rebalance
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

"Dippy Qutie V.1 🍒 5/29/22" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Dippy Qutie V.1 🍒 5/29/22" is currently allocated toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Dippy Qutie V.1 🍒 5/29/22" has returned 18.54%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Dippy Qutie V.1 🍒 5/29/22" is 39.65%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in "Dippy Qutie V.1 🍒 5/29/22", simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, crypto, and options.